A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests.
Dinh, Khoan T., Nguyen, Nhu T., Nguyen, Truc T. (2003)
International Journal of Mathematics and Mathematical Sciences
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Dinh, Khoan T., Nguyen, Nhu T., Nguyen, Truc T. (2003)
International Journal of Mathematics and Mathematical Sciences
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Jean-Marc Azaïs, Élisabeth Gassiat, Cécile Mercadier (2009)
ESAIM: Probability and Statistics
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This paper deals with the likelihood ratio test (LRT) for testing hypotheses on the mixing measure in mixture models with or without structural parameter. The main result gives the asymptotic distribution of the LRT statistics under some conditions that are proved to be almost necessary. A detailed solution is given for two testing problems: the test of a single distribution against any mixture, with application to Gaussian, Poisson and binomial distributions; the test of the number...
Carolan, Anthony M., Rayner, J.C.W. (2001)
Journal of Applied Mathematics and Decision Sciences
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Best, D.J., Rayner, J.C.W., Thas, O. (2008)
Journal of Applied Mathematics and Decision Sciences
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Konrad Behnen, Georg Neuhaus (1991)
Kybernetika
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Wong, A. (2010)
Journal of Probability and Statistics
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František Rublík (2001)
Applications of Mathematics
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A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from simulations for each sample size...